Biggest Earnings Moves Last Week
According to ApexVol data as of 2026-07-17, AEHR delivered last week's biggest earnings reaction: +21.9% on its 2026-07-14 report, against a ±22.1% straddle breakeven going in. Across the 20 biggest movers the median absolute move was ±4.6%. Of the 20 reports with a quotable pre-earnings straddle, the actual move beat the straddle's breakeven on 10 and fell short on 10 — a split week. This scorecard refreshes every Monday.
Actual Move vs. What Options Priced
Last week's 20 biggest post-earnings reactions among liquid US names, each scored against the pre-earnings at-the-money straddle. A positive edge means the move beat the straddle buyer's breakeven; a negative edge means premium sellers kept the difference.
| # | Ticker | Actual move | Implied | Edge | Reported | Hist avg | IV rank now |
|---|---|---|---|---|---|---|---|
| 01 | AEHR | +21.9% | ±22.1% | -0.2 | 2026-07-14 | ±18.7% | 89.0 |
| 02 | ERIC | -13.5% | ±9.4% | +4.1 | 2026-07-14 | ±8.6% | 80.0 |
| 03 | ABT | +10.7% | ±5.0% | +5.7 | 2026-07-16 | ±4.7% | 85.0 |
| 04 | PGR | -9.4% | ±3.4% | +6.0 | 2026-07-15 | ±3.3% | 73.0 |
| 05 | GS | +9.0% | ±4.5% | +4.5 | 2026-07-14 | ±2.9% | 87.0 |
| 06 | ELV | -8.5% | ±5.9% | +2.6 | 2026-07-15 | ±4.5% | 30.0 |
| 07 | BLK | +6.6% | ±4.4% | +2.2 | 2026-07-15 | ±3.5% | 58.0 |
| 08 | C | -5.3% | ±4.2% | +1.0 | 2026-07-14 | ±3.1% | 65.0 |
| 09 | BNY | +5.1% | ±3.6% | +1.5 | 2026-07-15 | ±3.0% | 85.0 |
| 10 | PLD | +4.6% | ±3.7% | +1.0 | 2026-07-16 | ±3.5% | 24.0 |
| 11 | CFG | +4.6% | ±3.9% | +0.7 | 2026-07-16 | ±2.9% | 34.0 |
| 12 | CTAS | +4.4% | ±4.9% | -0.5 | 2026-07-15 | ±4.5% | 90.0 |
| 13 | GE | -4.1% | ±5.4% | -1.4 | 2026-07-16 | ±5.3% | 69.0 |
| 14 | FHN | -3.0% | ±3.7% | -0.7 | 2026-07-15 | ±3.1% | 10.0 |
| 15 | FAST | -2.8% | ±5.0% | -2.2 | 2026-07-14 | ±5.4% | 65.0 |
| 16 | WFC | -2.7% | ±4.9% | -2.2 | 2026-07-14 | ±4.3% | 50.0 |
| 17 | JNJ | -2.7% | ±3.4% | -0.7 | 2026-07-15 | ±1.9% | 90.0 |
| 18 | JPM | +2.5% | ±3.4% | -0.9 | 2026-07-14 | ±2.5% | 51.0 |
| 19 | TSM | -2.3% | ±4.1% | -1.8 | 2026-07-16 | ±3.9% | 100.0 |
| 20 | ASML | +2.2% | ±7.2% | -4.9 | 2026-07-15 | ±5.7% | 98.0 |
Methodology
Actual moves and pre-earnings straddle costs come from ORATS per-ticker earnings history; who reported comes from the FMP earnings calendar. Universe: liquid optionable US names (price above $5, 20-day average options volume of at least 1,000 contracts), ranked by absolute post-earnings move. The implied column is the ATM straddle spanning the report, priced immediately before it, expressed as % of stock price — the option market's charged-for move and the straddle buyer's approximate breakeven. The edge column compares the realized move against that breakeven on an intrinsic-value basis, which is conservative for buyers (residual time value is ignored). See IV crush for why the seller side wins more often than not, and the straddle calculator to price one live.
Cite This Data
Frequently Asked Questions
Biggest Expected Earnings Moves This Week
The forward-looking half: what the options market is pricing for the reports still ahead.
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What happens to option prices the morning after a report — with real before/after data.
Every print, scored — before and after
ApexVol tracks implied earnings moves going in and IV crush coming out, with straddle backtests for every reporter.
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